+13,634.3%
TSM vs CPRT
+18,137.3%
-4,502.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.7% |
| 7D | +2.7% | +2.2% | +0.5% | +2.0% |
| 30D | +3.6% | +16.6% | -13.0% | -1.4% |
| 3M | -3.4% | +9.6% | -13.0% | -7.1% |
| 6M | +20.6% | -11.1% | +31.7% | +23.3% |
| YTD | +41.9% | -13.9% | +55.7% | +45.8% |
| 1Y | +84.4% | -32.5% | +116.9% | +103.7% |
| 3Y | +380.2% | -25.0% | +405.3% | +410.1% |
| 5Y | +275.3% | -7.4% | +282.7% | +272.1% |
| 10Y | +1,751.4% | +422.0% | +1,329.4% | +1,008.4% |
| All | +13,634.3% | +18,137.3% | -4,502.9% | +3,778.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling